+21,907.6%
SHW vs WELL
+19,722.2%
+2,185.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.1% | +3.7% |
| 7D | +1.6% | +3.5% | -1.9% | +0.6% |
| 30D | +12.1% | +9.7% | +2.4% | +9.1% |
| 3M | -3.0% | +4.8% | -7.8% | -4.4% |
| 6M | +13.5% | +16.1% | -2.5% | +8.2% |
| YTD | +11.2% | +34.7% | -23.4% | +1.2% |
| 1Y | +6.2% | +31.9% | -25.7% | -2.9% |
| 3Y | +45.6% | +209.9% | -164.2% | +2.1% |
| 5Y | +15.6% | +226.5% | -210.9% | -21.2% |
| 10Y | +356.5% | +455.3% | -98.8% | +143.2% |
| All | +21,907.6% | +19,722.2% | +2,185.4% | +5,609.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WELL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling